Anic Equity¶

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Total return since start: 0.577 %¶

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Equity now: -----------------------------> 48162.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46767.97 Kr¶

PnL: ---------------------------------------> -120.6 Kr¶

DD now: ---------------------------------> -0.96 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:50:13.502492'

Anic Portfolio¶

Today¶

Return: 0.946 %¶

This Week¶

Return: 1.324 %¶

Total¶

Return: 57.673 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 1.510000 3151.200000 180.200000 6.070000 2971.000006
Corem Property Group B 59 0.180000 663.750000 86.750000 15.030000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.280000 435.200000 80.200000 22.590000 355.000000
Boozt 12 1.130000 1725.600000 71.600000 4.330000 1653.999996
HMS Networks 2 1.560000 730.800000 57.800000 8.590000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 1.980000 557.000000 30.000000 5.690000 527.000000
SAAB B 8 0.350000 3406.400000 29.400000 0.870000 3377.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Coor Service Management Hold. 8 1.680000 556.000000 24.000000 4.510000 532.000000
Eastnine 4 1.580000 513.600000 22.600000 4.600000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
Resurs Holding 22 1.180000 585.420000 11.420000 1.990000 573.999998
AcadeMedia 12 1.330000 568.080000 11.080000 1.990000 557.000004
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 1.350000 577.080000 7.080000 1.240000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.620000 582.000000 5.000000 0.870000 577.000002
Swedbank A 3 1.400000 566.850000 2.850000 0.510000 564.000000
CTEK 13 1.860000 532.610000 -1.390000 -0.260000 533.999999
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Essity B 2 -1.480000 571.400000 -2.600000 -0.450000 574.000000
Nordea Bank Abp 29 -0.050000 3447.520000 -6.480000 -0.190000 3453.999992
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
Essity A 4 -2.060000 1142.000000 -7.000000 -0.610000 1149.000000
International Petroleum Corp. 5 2.950000 559.000000 -35.570000 -5.980000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 1.340000 3636.100000 -119.900000 -3.190000 3756.000001
OX2 18 1.310000 1533.600000 -130.400000 -7.840000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46752.310000 -136.260000 -0.99256% 46888.564618

Updated:¶

'2023-01-18 15:49:08.754211'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶